EG Options Chain Analysis

As of previous close (2026-09-18) · OPRA historical data

Spot $374.9 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.15

542 P / 4k C

Put/Call (Volume)

—

2 P / 0 C that session

30d ATM IV

22%

annualized implied move

Call wall

$440

1k contracts

Put wall

$310

96 contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.15 puts per call outstanding.
●Call wall at $440 (1k contracts), 17% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $310 (96 contracts), 17% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 9.5× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 22% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	2k	360	0.24	1
2026-11-20	0	2	—	0
2027-01-15	1k	131	0.11	0
2027-04-16	36	14	0.39	0
2027-05-21	0	0	—	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.